+241.0%
RVMD vs CDW
+13.2%
+227.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.7% | -9.9% | +1.9% |
| 7D | +5.8% | +3.7% | +2.1% | +5.4% |
| 30D | -3.8% | +26.0% | -29.9% | -5.5% |
| 3M | +3.2% | +10.1% | -6.9% | +2.8% |
| 6M | +35.0% | +26.1% | +9.0% | +31.8% |
| YTD | +150.7% | +25.9% | +124.9% | +134.4% |
| 1Y | +241.0% | +21.5% | +219.4% | +218.7% |
| All | +241.0% | +13.2% | +227.8% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling